+549.2%
EME vs RRC
+154.4%
+394.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | +2.7% | -1.7% | +4.5% | +3.1% |
| 30D | -6.8% | +3.6% | -10.4% | -7.5% |
| 3M | -8.8% | +8.8% | -17.7% | -10.7% |
| 6M | +5.0% | +0.8% | +4.2% | +4.1% |
| YTD | +23.5% | +19.0% | +4.5% | +17.9% |
| 1Y | +21.3% | +22.9% | -1.6% | +14.5% |
| 3Y | +241.1% | +32.3% | +208.7% | +217.3% |
| 5Y | +549.2% | +151.6% | +397.6% | +410.5% |
| All | +549.2% | +154.4% | +394.8% | +410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling